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51
Time
and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
52
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1999
Persistent link: https://www.econbiz.de/10001408440
Saved in:
53
A study of the relationship between firm age-at-IPO and aftermarket stock performance
Clark, David T.
- In:
Glucksman fellows research reports
,
(pp. 22-43)
.
2002
Persistent link: https://www.econbiz.de/10001667532
Saved in:
54
Evolution of transitory volatility over the week
Cao, Charles Q.
;
Cho̕e, Hyuk
- In:
Annals of economics and finance
1
(
2000
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001731826
Saved in:
55
The declining January effect : evidences from the U.S. equity markets
Gu, Anthony Yanxiang
- In:
The quarterly review of economics and finance : journal …
43
(
2003
)
2
,
pp. 395-404
Persistent link: https://www.econbiz.de/10001775049
Saved in:
56
Holiday effects in the US equity futures markets
Ziemba, William T.
;
Dzhabarov, Constantine
- In:
The journal of prediction markets
15
(
2021
)
3
,
pp. 105-112
Persistent link: https://www.econbiz.de/10013162265
Saved in:
57
Halloween Effect in Developed Stock Markets : A US Perspective
Plastun, Oleksiy
-
2019
its prevalence since that
time
, nowadays it is still present in the US stock market and provides opportunities to build a …
Persistent link: https://www.econbiz.de/10012889672
Saved in:
58
CDS momentum : slow-moving credit ratings and cross-market spillovers
Lee, Jongsub
;
Naranjo, Andy
;
Sirmans, Stace
- In:
Review of asset pricing studies : RAPS
11
(
2021
)
2
,
pp. 352-401
Persistent link: https://www.econbiz.de/10012545908
Saved in:
59
Investors's horizons and the amplification of market shocks
Cella, Cristina
;
Ellul, Andrew
;
Giannetti, Mariassunta
-
2013
Persistent link: https://www.econbiz.de/10009743827
Saved in:
60
Investors' horizons and the amplification of market shocks
Cella, Cristina
;
Ellul, Andrew
;
Giannetti, Mariassunta
- In:
The review of financial studies
26
(
2013
)
7
,
pp. 1607-1648
Persistent link: https://www.econbiz.de/10009778363
Saved in:
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